Goldman Sachs Group Inc/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.65% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3818 | 7.07 | |
| 0.0771 | 6.76 | |
| 0.8838 | 47.25 | |
| -0.1191 | -3.19 | |
| 0.2850 | 4.75 | |
| -0.3118 | -6.10 | |
| 0.2194 | 4.37 | |
| -0.0718 | -1.49 | |
| -0.0113 | -0.26 | |
| 0.0076 | 0.25 |
Estimation Period:
May 4, 1999 to Feb 13, 2026
May 4, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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